| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
2,755.50 |
2,777.50 |
22.00 |
0.8% |
2,731.75 |
| High |
2,778.50 |
2,783.50 |
5.00 |
0.2% |
2,741.00 |
| Low |
2,752.00 |
2,763.75 |
11.75 |
0.4% |
2,679.25 |
| Close |
2,776.00 |
2,776.00 |
0.00 |
0.0% |
2,738.25 |
| Range |
26.50 |
19.75 |
-6.75 |
-25.5% |
61.75 |
| ATR |
29.94 |
29.21 |
-0.73 |
-2.4% |
0.00 |
| Volume |
220,257 |
777,094 |
556,837 |
252.8% |
103,269 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.75 |
2,824.50 |
2,786.75 |
|
| R3 |
2,814.00 |
2,804.75 |
2,781.50 |
|
| R2 |
2,794.25 |
2,794.25 |
2,779.50 |
|
| R1 |
2,785.00 |
2,785.00 |
2,777.75 |
2,779.75 |
| PP |
2,774.50 |
2,774.50 |
2,774.50 |
2,771.75 |
| S1 |
2,765.25 |
2,765.25 |
2,774.25 |
2,760.00 |
| S2 |
2,754.75 |
2,754.75 |
2,772.50 |
|
| S3 |
2,735.00 |
2,745.50 |
2,770.50 |
|
| S4 |
2,715.25 |
2,725.75 |
2,765.25 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.75 |
2,883.25 |
2,772.25 |
|
| R3 |
2,843.00 |
2,821.50 |
2,755.25 |
|
| R2 |
2,781.25 |
2,781.25 |
2,749.50 |
|
| R1 |
2,759.75 |
2,759.75 |
2,744.00 |
2,770.50 |
| PP |
2,719.50 |
2,719.50 |
2,719.50 |
2,725.00 |
| S1 |
2,698.00 |
2,698.00 |
2,732.50 |
2,708.75 |
| S2 |
2,657.75 |
2,657.75 |
2,727.00 |
|
| S3 |
2,596.00 |
2,636.25 |
2,721.25 |
|
| S4 |
2,534.25 |
2,574.50 |
2,704.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,783.50 |
2,710.50 |
73.00 |
2.6% |
22.25 |
0.8% |
90% |
True |
False |
224,659 |
| 10 |
2,783.50 |
2,679.25 |
104.25 |
3.8% |
29.25 |
1.1% |
93% |
True |
False |
123,103 |
| 20 |
2,783.50 |
2,679.25 |
104.25 |
3.8% |
25.50 |
0.9% |
93% |
True |
False |
66,878 |
| 40 |
2,783.50 |
2,595.75 |
187.75 |
6.8% |
30.00 |
1.1% |
96% |
True |
False |
37,472 |
| 60 |
2,789.75 |
2,556.75 |
233.00 |
8.4% |
37.50 |
1.4% |
94% |
False |
False |
27,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,867.50 |
|
2.618 |
2,835.25 |
|
1.618 |
2,815.50 |
|
1.000 |
2,803.25 |
|
0.618 |
2,795.75 |
|
HIGH |
2,783.50 |
|
0.618 |
2,776.00 |
|
0.500 |
2,773.50 |
|
0.382 |
2,771.25 |
|
LOW |
2,763.75 |
|
0.618 |
2,751.50 |
|
1.000 |
2,744.00 |
|
1.618 |
2,731.75 |
|
2.618 |
2,712.00 |
|
4.250 |
2,679.75 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,775.25 |
2,771.75 |
| PP |
2,774.50 |
2,767.50 |
| S1 |
2,773.50 |
2,763.25 |
|